+8,410.9%
TER vs CSX
+10,514.4%
-2,103.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -14.0% |
| 7D | -28.2% | -2.7% | -25.5% | -27.1% |
| 30D | -50.6% | +7.0% | -57.6% | -52.7% |
| 3M | -45.3% | -0.3% | -45.0% | -45.7% |
| 6M | -40.4% | +13.5% | -53.9% | -45.0% |
| YTD | +10.0% | +41.5% | -31.5% | -9.4% |
| 1Y | +13.6% | +45.8% | -32.1% | -7.8% |
| 3Y | +145.2% | +74.4% | +70.8% | +79.0% |
| 5Y | +50.4% | +53.6% | -3.3% | +17.7% |
| 10Y | +882.9% | +465.6% | +417.3% | +271.7% |
| All | +8,410.9% | +10,514.4% | -2,103.5% | +829.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling